中国石油价格问题的计量经济学模型研究.docVIP

中国石油价格问题的计量经济学模型研究 中国石油价格问题的计量经济学模型研究 摘要 近年来我国石油需求越来越大,价格不断上涨,石油价格问题已经成为老百姓 关注的话题,所以本人选择石油价格展开研究,作一个计量经济学方面的探讨。通 过中国经济发展对油价变动的敏感性分析和石油生产消费预测,可以得出我国对石 油的依赖性越来越强,我国石油供需缺口越来越大,石油保证度越来越低。这样我国 的石油风险越来越高,风险主要来源于对价格波动的不能为力。研究中国的石油价 格,昀好从研究世界石油价格出发,比较国际和我国的情况。另外针对目前油价高 涨,国际上传言是因为中国经济发展过快需求膨胀导致,为中国能源威胁论煽风点 火。对此,本文对国家油价的组成及波动因素做了详细的论述和分析,并建立国际 原油价格形成的计量经济学模型,然后对国际国内原油价格互动关系做计量实证研 究,得出世界原油对国内原油影响较大而国内对国际影响较小的结论,反驳了国际 上的这种言论。昀后本文以成品油定价的现状和国内原油和汽油价格相关关系的计 量分析为例来探讨我国成品油定价存在的问题并给出一点意见和建议。关键词:石油 价格 安全预测 计量分析 1 中国石油价格问题的计量经济学模型研究 ABSTRACT Along with the high - speed development of national economy, the dependence on international oil market is increasing. The balance of supply and demand of petroleum becomes a serious problem in China. And the price is the key problem. Therefore, we present several recommendations and projects for solving the contradiction between supply and demand of petroleum in China correspondingly based on constructing several dynamic models of oil production and consummation. The author suggests that we should enhance the efficiency of oil utilization, use clean energy as much as possible and import petroleum by engaging in resources-oriented diplomacy, for ensuring the petroleum security in China The price is enterprise’s most important market behavior. This paper used methods of econometrical analysis and empirical study to perform a thorough Study on this topicThis work mainly include: 1 Study how the price fluctuation affect the Chinese economical grows and predict the petrol production and comsumption quantity.2Give an econometrical model for the pricing of international crude oil was established, imposing the principle of import-export-gross-equilibrium in a dummy international oil market 2 Analyze the interact between domestic and intenrationalcrude oil price wasinvestigated, applying the co-integrating technique and Granger causality test.Results show that the crude oil price in China is approximately pr